Py++ depends on pygccxml, which in turn depends on CastXML. You can install these packages from source yourself, but you can also use package managers. For CastXML there are binaries available at https://midas3.kitware.com/midas/folder/13152.
sudo apt-get install castxml.
The pygccxml and Py++ packages can be installed with
pip (a package manager specifically for Python packages):
sudo apt-get install pip sudo -H pip install -vU pygccxml pyplusplus
If you use MacPorts on macOS, then Py++ and its dependencies can be installed like so:
sudo port install py27-pyplusplus # if you use python2.7 sudo port install py37-pyplusplus # if you use python3.7